Signif level

Normal

Cornish-Fisher

Johnson SU

Coverage test

MV

MG

MV

MG

MV

MG

1%

N

1

1

0

0

2

1

Rate

0.004

0.004

0

0

0.008

0.004

LRuc

NA

NA

NA

NA

NA

NA

LRind

1.1644

1.1644

NA

NA

0.1044

1.1644

LRcc

NA

NA

NA

NA

NA

NA

5%

N

5

5

6

5

8

7

Rate

0.02

0.02

0.024

0.02

0.032

0.028

LRuc

NA

NA

NA

NA

NA

NA

LRind

6.0093

6.0093

4.3147

6.0093

2.0963

2.9632

LRcc

NA

NA

NA

NA

NA

NA

10%

N

8

9

27

33

25

23

Rate

0.032

0.036

0.108

0.132

0.1

0.092

LRuc

NA

15.5911

0.6468

2.7278

1.7954

0.1738

LRind

16.8767

14.5847

0.1920

2.6845

0.3691

0.1648

LRcc

NA

30.1758

0.8389

5.4124

2.1645

0.3387